Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2729029.5746 | 2615454.0751 | 113575.4995 | 98488272.4856 | 81956493.6919 | 16531778.7937 |
Total P&L (%) | 2729.0296 | 2615.4541 | 113.5755 | 98488.2725 | 81956.4937 | 16531.7788 |
Avg Daily Profit (%) | 1.203 | 1.1529 | 0.0501 | 0.3043 | 0.2962 | 0.2257 |
Buy And Hold Return (%) | 9105.5346 | 9105.5346 | 9105.5346 | 9105.5346 | 9105.5346 | 9105.5346 |
Max Trade Drawdown | -65027 | -52049 | -58145 | -55965429 | -25914034 | -49734190 |
Profit Factor | 9.0474 | 15.8376 | 1.6974 | 1.7604 | 2.2358 | 1.2615 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 40.4762 | 35.7143 | 45.2381 | 40.4762 | 35.7143 | 45.2381 |
Ratio Avg Win / Avg Loss | 13.305 | 28.5077 | 2.0548 | 2.5888 | 4.0245 | 1.5271 |
Largest Winning Trade | 1899471 | 1899471 | 47778 | 73385596 | 73385596 | 48532726 |
Largest Losing Trade | -30171 | -18730 | -30171 | -17365896 | -17064783 | -17365896 |
Avg Bars in Trades | 155 | 152 | 159 | 155 | 152 | 159 |
Avg Bars in Winners | 278 | 305 | 257 | 278 | 305 | 257 |
Avg Bars in Losers | 72 | 67 | 78 | 72 | 67 | 78 |
Bars Traded | 13091 | 6404 | 6687 | 13091 | 6404 | 6687 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147212 | -149289 | -290421 | 316373 | 273716 | -709 |
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{ "first_band": { "type": "t3", "factors": { "length": 226, "offset": 0, "a": 0.74359 } }, "second_band": { "type": "swma", "factors": { "length": 8, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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